Nonparametric Confidence Bands for a Quantile Comparison Function

Technometrics ◽  
2005 ◽  
Vol 47 (3) ◽  
pp. 364-371 ◽  
Author(s):  
F Lombard
Author(s):  
Russell Cheng

Parametric bootstrapping (BS) provides an attractive alternative, both theoretically and numerically, to asymptotic theory for estimating sampling distributions. This chapter summarizes its use not only for calculating confidence intervals for estimated parameters and functions of parameters, but also to obtain log-likelihood-based confidence regions from which confidence bands for cumulative distribution and regression functions can be obtained. All such BS calculations are very easy to implement. Details are also given for calculating critical values of EDF statistics used in goodness-of-fit (GoF) tests, such as the Anderson-Darling A2 statistic whose null distribution is otherwise difficult to obtain, as it varies with different null hypotheses. A simple proof is given showing that the parametric BS is probabilistically exact for location-scale models. A formal regression lack-of-fit test employing parametric BS is given that can be used even when the regression data has no replications. Two real data examples are given.


Author(s):  
Jan Beran ◽  
Britta Steffens ◽  
Sucharita Ghosh

AbstractWe consider nonparametric regression for bivariate circular time series with long-range dependence. Asymptotic results for circular Nadaraya–Watson estimators are derived. Due to long-range dependence, a range of asymptotically optimal bandwidths can be found where the asymptotic rate of convergence does not depend on the bandwidth. The result can be used for obtaining simple confidence bands for the regression function. The method is illustrated by an application to wind direction data.


2019 ◽  
Vol 29 (3) ◽  
pp. 778-796 ◽  
Author(s):  
Patrick Taffé

Recently, a new estimation procedure has been developed to assess bias and precision of a new measurement method, relative to a reference standard. However, the author did not develop confidence bands around the bias and standard deviation curves. Therefore, the goal in this paper is to extend this methodology in several important directions. First, by developing simultaneous confidence bands for the various parameters estimated to allow formal comparisons between different measurement methods. Second, by proposing a new index of agreement. Third, by providing a series of new graphs to help the investigator to assess bias, precision, and agreement between the two measurement methods. The methodology requires repeated measurements on each individual for at least one of the two measurement methods. It works very well to estimate the differential and proportional biases, even with as few as two to three measurements by one of the two methods and only one by the other. The repeated measurements need not come from the reference standard but from either measurement methods. This is a great advantage as it may sometimes be more feasible to gather repeated measurements with the new measurement method.


2013 ◽  
Vol 278-280 ◽  
pp. 946-949
Author(s):  
Hai Feng Guo

Proposed a way to UPD flow and UPD system ideology. The system is considered the one-way characteristics of UDP flow in the backbone of the network, used the WinPcap packet capture technology. The system including network packet captures module, packet replay module, packets spell flow module, UDP analysis module, while using the map template classes in stl, improved the performance of UDP packets through a comparison function with efficient custom;Contrast to the data characteristics under the complex network environment, the system adopts the step-by-step small tools design way to facilitate the system to expand new analysis function. Through the three sets of data : a backbone data sets and two DARPA1999 data sets, it can be seen that the overall development of UDP data flow is expanding the network bandwidth , and small UDP flows is more.The quicker network bandwidth development, the shorter the UDP flows average time.


1981 ◽  
Vol 14 (1-2) ◽  
pp. 125-132 ◽  
Author(s):  
Kenneth M. Portier ◽  
Katherine Carter Ewel

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